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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 08:12:23 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/11/t1229008404kcmp6n1permbtr9.htm/, Retrieved Fri, 24 May 2024 22:24:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32302, Retrieved Fri, 24 May 2024 22:24:25 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

162

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [cor zonder parame...] [2008-12-11 14:30:03] [e43247bc0ab243a5af99ac7f55ba0b41]
-    D  [(Partial) Autocorrelation Function] [vrouwen zonder pa...] [2008-12-11 14:46:12] [e43247bc0ab243a5af99ac7f55ba0b41]
-    D      [(Partial) Autocorrelation Function] [autocor onder 25 ...] [2008-12-11 15:12:23] [f24298b2e4c2a19d76cf4460ec5d2246] [Current]
-   PD        [(Partial) Autocorrelation Function] [onder de 25 j met...] [2008-12-11 15:23:14] [e43247bc0ab243a5af99ac7f55ba0b41] 
-    D        [(Partial) Autocorrelation Function] [zonder parameters...] [2008-12-11 15:27:07] [e43247bc0ab243a5af99ac7f55ba0b41] 
-   PD          [(Partial) Autocorrelation Function] [met parameters bo...] [2008-12-11 15:40:40] [e43247bc0ab243a5af99ac7f55ba0b41] 

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Dataseries X:

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Histogram

Boxplots

21,1
21,0
20,4
19,5
18,6
18,8
23,7
24,8
25,0
23,6
22,3
21,8
20,8
19,7
18,3
17,4
17,0
18,1
23,9
25,6
25,3
23,6
21,9
21,4
20,6
20,5
20,2
20,6
19,7
19,3
22,8
23,5
23,8
22,6
22,0
21,7
20,7
20,2
19,1
19,5
18,7
18,6
22,2
23,2
23,5
21,3
20,0
18,7
18,9
18,3
18,4
19,9
19,2
18,5
20,9
20,5
19,4
18,1
17,0
17,0
17,3
16,7
15,5
15,3
13,7
14,1
17,3
18,1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32302&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32302&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32302&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.832636	6.8661	0
2	0.557868	4.6003	9e-06
3	0.294921	2.432	0.008827
4	0.111586	0.9202	0.180371
5	0.032382	0.267	0.395126
6	0.004129	0.034	0.486469
7	0.015109	0.1246	0.450608
8	0.049098	0.4049	0.343422
9	0.133377	1.0999	0.137637
10	0.25097	2.0696	0.021148
11	0.395293	3.2597	0.000872
12	0.477637	3.9387	9.8e-05
13	0.344956	2.8446	0.002935
14	0.165775	1.367	0.088061
15	0.013097	0.108	0.457156
16	-0.07131	-0.588	0.279227
17	-0.096659	-0.7971	0.214092
18	-0.111394	-0.9186	0.180781
19	-0.114597	-0.945	0.174005
20	-0.105892	-0.8732	0.192811
21	-0.052973	-0.4368	0.331812
22	0.03317	0.2735	0.392639
23	0.155056	1.2786	0.102688
24	0.241785	1.9938	0.025093
25	0.159201	1.3128	0.096831
26	0.018635	0.1537	0.439163
27	-0.126746	-1.0452	0.149822
28	-0.214904	-1.7721	0.040425
29	-0.244694	-2.0178	0.02378
30	-0.241246	-1.9894	0.025343
31	-0.214134	-1.7658	0.040959
32	-0.176469	-1.4552	0.075107
33	-0.11422	-0.9419	0.174795
34	-0.054004	-0.4453	0.32875
35	0.017816	0.1469	0.441818
36	0.058696	0.484	0.314963
37	-0.016275	-0.1342	0.446819
38	-0.116053	-0.957	0.17098
39	-0.200261	-1.6514	0.051635
40	-0.226973	-1.8717	0.032777
41	-0.212239	-1.7502	0.0423
42	-0.187074	-1.5427	0.063778
43	-0.177671	-1.4651	0.073749
44	-0.171809	-1.4168	0.080557
45	-0.145683	-1.2013	0.116895
46	-0.103952	-0.8572	0.19717
47	-0.031272	-0.2579	0.39864
48	0.032054	0.2643	0.396164

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.832636 & 6.8661 & 0 \tabularnewline
2 & 0.557868 & 4.6003 & 9e-06 \tabularnewline
3 & 0.294921 & 2.432 & 0.008827 \tabularnewline
4 & 0.111586 & 0.9202 & 0.180371 \tabularnewline
5 & 0.032382 & 0.267 & 0.395126 \tabularnewline
6 & 0.004129 & 0.034 & 0.486469 \tabularnewline
7 & 0.015109 & 0.1246 & 0.450608 \tabularnewline
8 & 0.049098 & 0.4049 & 0.343422 \tabularnewline
9 & 0.133377 & 1.0999 & 0.137637 \tabularnewline
10 & 0.25097 & 2.0696 & 0.021148 \tabularnewline
11 & 0.395293 & 3.2597 & 0.000872 \tabularnewline
12 & 0.477637 & 3.9387 & 9.8e-05 \tabularnewline
13 & 0.344956 & 2.8446 & 0.002935 \tabularnewline
14 & 0.165775 & 1.367 & 0.088061 \tabularnewline
15 & 0.013097 & 0.108 & 0.457156 \tabularnewline
16 & -0.07131 & -0.588 & 0.279227 \tabularnewline
17 & -0.096659 & -0.7971 & 0.214092 \tabularnewline
18 & -0.111394 & -0.9186 & 0.180781 \tabularnewline
19 & -0.114597 & -0.945 & 0.174005 \tabularnewline
20 & -0.105892 & -0.8732 & 0.192811 \tabularnewline
21 & -0.052973 & -0.4368 & 0.331812 \tabularnewline
22 & 0.03317 & 0.2735 & 0.392639 \tabularnewline
23 & 0.155056 & 1.2786 & 0.102688 \tabularnewline
24 & 0.241785 & 1.9938 & 0.025093 \tabularnewline
25 & 0.159201 & 1.3128 & 0.096831 \tabularnewline
26 & 0.018635 & 0.1537 & 0.439163 \tabularnewline
27 & -0.126746 & -1.0452 & 0.149822 \tabularnewline
28 & -0.214904 & -1.7721 & 0.040425 \tabularnewline
29 & -0.244694 & -2.0178 & 0.02378 \tabularnewline
30 & -0.241246 & -1.9894 & 0.025343 \tabularnewline
31 & -0.214134 & -1.7658 & 0.040959 \tabularnewline
32 & -0.176469 & -1.4552 & 0.075107 \tabularnewline
33 & -0.11422 & -0.9419 & 0.174795 \tabularnewline
34 & -0.054004 & -0.4453 & 0.32875 \tabularnewline
35 & 0.017816 & 0.1469 & 0.441818 \tabularnewline
36 & 0.058696 & 0.484 & 0.314963 \tabularnewline
37 & -0.016275 & -0.1342 & 0.446819 \tabularnewline
38 & -0.116053 & -0.957 & 0.17098 \tabularnewline
39 & -0.200261 & -1.6514 & 0.051635 \tabularnewline
40 & -0.226973 & -1.8717 & 0.032777 \tabularnewline
41 & -0.212239 & -1.7502 & 0.0423 \tabularnewline
42 & -0.187074 & -1.5427 & 0.063778 \tabularnewline
43 & -0.177671 & -1.4651 & 0.073749 \tabularnewline
44 & -0.171809 & -1.4168 & 0.080557 \tabularnewline
45 & -0.145683 & -1.2013 & 0.116895 \tabularnewline
46 & -0.103952 & -0.8572 & 0.19717 \tabularnewline
47 & -0.031272 & -0.2579 & 0.39864 \tabularnewline
48 & 0.032054 & 0.2643 & 0.396164 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32302&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.832636[/C][C]6.8661[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.557868[/C][C]4.6003[/C][C]9e-06[/C][/ROW]
[ROW][C]3[/C][C]0.294921[/C][C]2.432[/C][C]0.008827[/C][/ROW]
[ROW][C]4[/C][C]0.111586[/C][C]0.9202[/C][C]0.180371[/C][/ROW]
[ROW][C]5[/C][C]0.032382[/C][C]0.267[/C][C]0.395126[/C][/ROW]
[ROW][C]6[/C][C]0.004129[/C][C]0.034[/C][C]0.486469[/C][/ROW]
[ROW][C]7[/C][C]0.015109[/C][C]0.1246[/C][C]0.450608[/C][/ROW]
[ROW][C]8[/C][C]0.049098[/C][C]0.4049[/C][C]0.343422[/C][/ROW]
[ROW][C]9[/C][C]0.133377[/C][C]1.0999[/C][C]0.137637[/C][/ROW]
[ROW][C]10[/C][C]0.25097[/C][C]2.0696[/C][C]0.021148[/C][/ROW]
[ROW][C]11[/C][C]0.395293[/C][C]3.2597[/C][C]0.000872[/C][/ROW]
[ROW][C]12[/C][C]0.477637[/C][C]3.9387[/C][C]9.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.344956[/C][C]2.8446[/C][C]0.002935[/C][/ROW]
[ROW][C]14[/C][C]0.165775[/C][C]1.367[/C][C]0.088061[/C][/ROW]
[ROW][C]15[/C][C]0.013097[/C][C]0.108[/C][C]0.457156[/C][/ROW]
[ROW][C]16[/C][C]-0.07131[/C][C]-0.588[/C][C]0.279227[/C][/ROW]
[ROW][C]17[/C][C]-0.096659[/C][C]-0.7971[/C][C]0.214092[/C][/ROW]
[ROW][C]18[/C][C]-0.111394[/C][C]-0.9186[/C][C]0.180781[/C][/ROW]
[ROW][C]19[/C][C]-0.114597[/C][C]-0.945[/C][C]0.174005[/C][/ROW]
[ROW][C]20[/C][C]-0.105892[/C][C]-0.8732[/C][C]0.192811[/C][/ROW]
[ROW][C]21[/C][C]-0.052973[/C][C]-0.4368[/C][C]0.331812[/C][/ROW]
[ROW][C]22[/C][C]0.03317[/C][C]0.2735[/C][C]0.392639[/C][/ROW]
[ROW][C]23[/C][C]0.155056[/C][C]1.2786[/C][C]0.102688[/C][/ROW]
[ROW][C]24[/C][C]0.241785[/C][C]1.9938[/C][C]0.025093[/C][/ROW]
[ROW][C]25[/C][C]0.159201[/C][C]1.3128[/C][C]0.096831[/C][/ROW]
[ROW][C]26[/C][C]0.018635[/C][C]0.1537[/C][C]0.439163[/C][/ROW]
[ROW][C]27[/C][C]-0.126746[/C][C]-1.0452[/C][C]0.149822[/C][/ROW]
[ROW][C]28[/C][C]-0.214904[/C][C]-1.7721[/C][C]0.040425[/C][/ROW]
[ROW][C]29[/C][C]-0.244694[/C][C]-2.0178[/C][C]0.02378[/C][/ROW]
[ROW][C]30[/C][C]-0.241246[/C][C]-1.9894[/C][C]0.025343[/C][/ROW]
[ROW][C]31[/C][C]-0.214134[/C][C]-1.7658[/C][C]0.040959[/C][/ROW]
[ROW][C]32[/C][C]-0.176469[/C][C]-1.4552[/C][C]0.075107[/C][/ROW]
[ROW][C]33[/C][C]-0.11422[/C][C]-0.9419[/C][C]0.174795[/C][/ROW]
[ROW][C]34[/C][C]-0.054004[/C][C]-0.4453[/C][C]0.32875[/C][/ROW]
[ROW][C]35[/C][C]0.017816[/C][C]0.1469[/C][C]0.441818[/C][/ROW]
[ROW][C]36[/C][C]0.058696[/C][C]0.484[/C][C]0.314963[/C][/ROW]
[ROW][C]37[/C][C]-0.016275[/C][C]-0.1342[/C][C]0.446819[/C][/ROW]
[ROW][C]38[/C][C]-0.116053[/C][C]-0.957[/C][C]0.17098[/C][/ROW]
[ROW][C]39[/C][C]-0.200261[/C][C]-1.6514[/C][C]0.051635[/C][/ROW]
[ROW][C]40[/C][C]-0.226973[/C][C]-1.8717[/C][C]0.032777[/C][/ROW]
[ROW][C]41[/C][C]-0.212239[/C][C]-1.7502[/C][C]0.0423[/C][/ROW]
[ROW][C]42[/C][C]-0.187074[/C][C]-1.5427[/C][C]0.063778[/C][/ROW]
[ROW][C]43[/C][C]-0.177671[/C][C]-1.4651[/C][C]0.073749[/C][/ROW]
[ROW][C]44[/C][C]-0.171809[/C][C]-1.4168[/C][C]0.080557[/C][/ROW]
[ROW][C]45[/C][C]-0.145683[/C][C]-1.2013[/C][C]0.116895[/C][/ROW]
[ROW][C]46[/C][C]-0.103952[/C][C]-0.8572[/C][C]0.19717[/C][/ROW]
[ROW][C]47[/C][C]-0.031272[/C][C]-0.2579[/C][C]0.39864[/C][/ROW]
[ROW][C]48[/C][C]0.032054[/C][C]0.2643[/C][C]0.396164[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32302&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32302&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.832636	6.8661	0
2	0.557868	4.6003	9e-06
3	0.294921	2.432	0.008827
4	0.111586	0.9202	0.180371
5	0.032382	0.267	0.395126
6	0.004129	0.034	0.486469
7	0.015109	0.1246	0.450608
8	0.049098	0.4049	0.343422
9	0.133377	1.0999	0.137637
10	0.25097	2.0696	0.021148
11	0.395293	3.2597	0.000872
12	0.477637	3.9387	9.8e-05
13	0.344956	2.8446	0.002935
14	0.165775	1.367	0.088061
15	0.013097	0.108	0.457156
16	-0.07131	-0.588	0.279227
17	-0.096659	-0.7971	0.214092
18	-0.111394	-0.9186	0.180781
19	-0.114597	-0.945	0.174005
20	-0.105892	-0.8732	0.192811
21	-0.052973	-0.4368	0.331812
22	0.03317	0.2735	0.392639
23	0.155056	1.2786	0.102688
24	0.241785	1.9938	0.025093
25	0.159201	1.3128	0.096831
26	0.018635	0.1537	0.439163
27	-0.126746	-1.0452	0.149822
28	-0.214904	-1.7721	0.040425
29	-0.244694	-2.0178	0.02378
30	-0.241246	-1.9894	0.025343
31	-0.214134	-1.7658	0.040959
32	-0.176469	-1.4552	0.075107
33	-0.11422	-0.9419	0.174795
34	-0.054004	-0.4453	0.32875
35	0.017816	0.1469	0.441818
36	0.058696	0.484	0.314963
37	-0.016275	-0.1342	0.446819
38	-0.116053	-0.957	0.17098
39	-0.200261	-1.6514	0.051635
40	-0.226973	-1.8717	0.032777
41	-0.212239	-1.7502	0.0423
42	-0.187074	-1.5427	0.063778
43	-0.177671	-1.4651	0.073749
44	-0.171809	-1.4168	0.080557
45	-0.145683	-1.2013	0.116895
46	-0.103952	-0.8572	0.19717
47	-0.031272	-0.2579	0.39864
48	0.032054	0.2643	0.396164

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.832636	6.8661	0
2	-0.441498	-3.6407	0.000263
3	-0.028546	-0.2354	0.407306
4	0.049762	0.4103	0.341421
5	0.08649	0.7132	0.239078
6	-0.075025	-0.6187	0.2691
7	0.073215	0.6037	0.274009
8	0.051805	0.4272	0.335293
9	0.218699	1.8034	0.037875
10	0.116869	0.9637	0.1693
11	0.244455	2.0158	0.023886
12	-0.073026	-0.6022	0.274526
13	-0.548816	-4.5257	1.2e-05
14	0.382904	3.1575	0.001187
15	0.047533	0.392	0.348154
16	-0.146223	-1.2058	0.116039
17	-0.153034	-1.262	0.105638
18	0.025722	0.2121	0.416327
19	0.018985	0.1566	0.43803
20	-0.005874	-0.0484	0.480754
21	0.055309	0.4561	0.324888
22	0.028591	0.2358	0.407162
23	-0.067632	-0.5577	0.289438
24	0.097464	0.8037	0.212184
25	-0.127693	-1.053	0.148037
26	-0.144518	-1.1917	0.118755
27	-0.074226	-0.6121	0.271261
28	0.099344	0.8192	0.207764
29	-0.012871	-0.1061	0.457892
30	0.011163	0.0921	0.463462
31	-0.047077	-0.3882	0.349537
32	-0.015409	-0.1271	0.449632
33	-0.011009	-0.0908	0.463967
34	-0.038832	-0.3202	0.374892
35	-0.072984	-0.6018	0.27464
36	-0.049952	-0.4119	0.34085
37	0.051422	0.424	0.336438
38	0.077	0.635	0.263794
39	-0.003103	-0.0256	0.489831
40	-0.090292	-0.7446	0.22955
41	-0.017713	-0.1461	0.442152
42	-0.003756	-0.031	0.487691
43	-0.093454	-0.7706	0.221794
44	0.054577	0.4501	0.327051
45	-0.012213	-0.1007	0.460038
46	0.058223	0.4801	0.316341
47	-0.011294	-0.0931	0.463037
48	0.01891	0.1559	0.438272

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.832636 & 6.8661 & 0 \tabularnewline
2 & -0.441498 & -3.6407 & 0.000263 \tabularnewline
3 & -0.028546 & -0.2354 & 0.407306 \tabularnewline
4 & 0.049762 & 0.4103 & 0.341421 \tabularnewline
5 & 0.08649 & 0.7132 & 0.239078 \tabularnewline
6 & -0.075025 & -0.6187 & 0.2691 \tabularnewline
7 & 0.073215 & 0.6037 & 0.274009 \tabularnewline
8 & 0.051805 & 0.4272 & 0.335293 \tabularnewline
9 & 0.218699 & 1.8034 & 0.037875 \tabularnewline
10 & 0.116869 & 0.9637 & 0.1693 \tabularnewline
11 & 0.244455 & 2.0158 & 0.023886 \tabularnewline
12 & -0.073026 & -0.6022 & 0.274526 \tabularnewline
13 & -0.548816 & -4.5257 & 1.2e-05 \tabularnewline
14 & 0.382904 & 3.1575 & 0.001187 \tabularnewline
15 & 0.047533 & 0.392 & 0.348154 \tabularnewline
16 & -0.146223 & -1.2058 & 0.116039 \tabularnewline
17 & -0.153034 & -1.262 & 0.105638 \tabularnewline
18 & 0.025722 & 0.2121 & 0.416327 \tabularnewline
19 & 0.018985 & 0.1566 & 0.43803 \tabularnewline
20 & -0.005874 & -0.0484 & 0.480754 \tabularnewline
21 & 0.055309 & 0.4561 & 0.324888 \tabularnewline
22 & 0.028591 & 0.2358 & 0.407162 \tabularnewline
23 & -0.067632 & -0.5577 & 0.289438 \tabularnewline
24 & 0.097464 & 0.8037 & 0.212184 \tabularnewline
25 & -0.127693 & -1.053 & 0.148037 \tabularnewline
26 & -0.144518 & -1.1917 & 0.118755 \tabularnewline
27 & -0.074226 & -0.6121 & 0.271261 \tabularnewline
28 & 0.099344 & 0.8192 & 0.207764 \tabularnewline
29 & -0.012871 & -0.1061 & 0.457892 \tabularnewline
30 & 0.011163 & 0.0921 & 0.463462 \tabularnewline
31 & -0.047077 & -0.3882 & 0.349537 \tabularnewline
32 & -0.015409 & -0.1271 & 0.449632 \tabularnewline
33 & -0.011009 & -0.0908 & 0.463967 \tabularnewline
34 & -0.038832 & -0.3202 & 0.374892 \tabularnewline
35 & -0.072984 & -0.6018 & 0.27464 \tabularnewline
36 & -0.049952 & -0.4119 & 0.34085 \tabularnewline
37 & 0.051422 & 0.424 & 0.336438 \tabularnewline
38 & 0.077 & 0.635 & 0.263794 \tabularnewline
39 & -0.003103 & -0.0256 & 0.489831 \tabularnewline
40 & -0.090292 & -0.7446 & 0.22955 \tabularnewline
41 & -0.017713 & -0.1461 & 0.442152 \tabularnewline
42 & -0.003756 & -0.031 & 0.487691 \tabularnewline
43 & -0.093454 & -0.7706 & 0.221794 \tabularnewline
44 & 0.054577 & 0.4501 & 0.327051 \tabularnewline
45 & -0.012213 & -0.1007 & 0.460038 \tabularnewline
46 & 0.058223 & 0.4801 & 0.316341 \tabularnewline
47 & -0.011294 & -0.0931 & 0.463037 \tabularnewline
48 & 0.01891 & 0.1559 & 0.438272 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32302&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.832636[/C][C]6.8661[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.441498[/C][C]-3.6407[/C][C]0.000263[/C][/ROW]
[ROW][C]3[/C][C]-0.028546[/C][C]-0.2354[/C][C]0.407306[/C][/ROW]
[ROW][C]4[/C][C]0.049762[/C][C]0.4103[/C][C]0.341421[/C][/ROW]
[ROW][C]5[/C][C]0.08649[/C][C]0.7132[/C][C]0.239078[/C][/ROW]
[ROW][C]6[/C][C]-0.075025[/C][C]-0.6187[/C][C]0.2691[/C][/ROW]
[ROW][C]7[/C][C]0.073215[/C][C]0.6037[/C][C]0.274009[/C][/ROW]
[ROW][C]8[/C][C]0.051805[/C][C]0.4272[/C][C]0.335293[/C][/ROW]
[ROW][C]9[/C][C]0.218699[/C][C]1.8034[/C][C]0.037875[/C][/ROW]
[ROW][C]10[/C][C]0.116869[/C][C]0.9637[/C][C]0.1693[/C][/ROW]
[ROW][C]11[/C][C]0.244455[/C][C]2.0158[/C][C]0.023886[/C][/ROW]
[ROW][C]12[/C][C]-0.073026[/C][C]-0.6022[/C][C]0.274526[/C][/ROW]
[ROW][C]13[/C][C]-0.548816[/C][C]-4.5257[/C][C]1.2e-05[/C][/ROW]
[ROW][C]14[/C][C]0.382904[/C][C]3.1575[/C][C]0.001187[/C][/ROW]
[ROW][C]15[/C][C]0.047533[/C][C]0.392[/C][C]0.348154[/C][/ROW]
[ROW][C]16[/C][C]-0.146223[/C][C]-1.2058[/C][C]0.116039[/C][/ROW]
[ROW][C]17[/C][C]-0.153034[/C][C]-1.262[/C][C]0.105638[/C][/ROW]
[ROW][C]18[/C][C]0.025722[/C][C]0.2121[/C][C]0.416327[/C][/ROW]
[ROW][C]19[/C][C]0.018985[/C][C]0.1566[/C][C]0.43803[/C][/ROW]
[ROW][C]20[/C][C]-0.005874[/C][C]-0.0484[/C][C]0.480754[/C][/ROW]
[ROW][C]21[/C][C]0.055309[/C][C]0.4561[/C][C]0.324888[/C][/ROW]
[ROW][C]22[/C][C]0.028591[/C][C]0.2358[/C][C]0.407162[/C][/ROW]
[ROW][C]23[/C][C]-0.067632[/C][C]-0.5577[/C][C]0.289438[/C][/ROW]
[ROW][C]24[/C][C]0.097464[/C][C]0.8037[/C][C]0.212184[/C][/ROW]
[ROW][C]25[/C][C]-0.127693[/C][C]-1.053[/C][C]0.148037[/C][/ROW]
[ROW][C]26[/C][C]-0.144518[/C][C]-1.1917[/C][C]0.118755[/C][/ROW]
[ROW][C]27[/C][C]-0.074226[/C][C]-0.6121[/C][C]0.271261[/C][/ROW]
[ROW][C]28[/C][C]0.099344[/C][C]0.8192[/C][C]0.207764[/C][/ROW]
[ROW][C]29[/C][C]-0.012871[/C][C]-0.1061[/C][C]0.457892[/C][/ROW]
[ROW][C]30[/C][C]0.011163[/C][C]0.0921[/C][C]0.463462[/C][/ROW]
[ROW][C]31[/C][C]-0.047077[/C][C]-0.3882[/C][C]0.349537[/C][/ROW]
[ROW][C]32[/C][C]-0.015409[/C][C]-0.1271[/C][C]0.449632[/C][/ROW]
[ROW][C]33[/C][C]-0.011009[/C][C]-0.0908[/C][C]0.463967[/C][/ROW]
[ROW][C]34[/C][C]-0.038832[/C][C]-0.3202[/C][C]0.374892[/C][/ROW]
[ROW][C]35[/C][C]-0.072984[/C][C]-0.6018[/C][C]0.27464[/C][/ROW]
[ROW][C]36[/C][C]-0.049952[/C][C]-0.4119[/C][C]0.34085[/C][/ROW]
[ROW][C]37[/C][C]0.051422[/C][C]0.424[/C][C]0.336438[/C][/ROW]
[ROW][C]38[/C][C]0.077[/C][C]0.635[/C][C]0.263794[/C][/ROW]
[ROW][C]39[/C][C]-0.003103[/C][C]-0.0256[/C][C]0.489831[/C][/ROW]
[ROW][C]40[/C][C]-0.090292[/C][C]-0.7446[/C][C]0.22955[/C][/ROW]
[ROW][C]41[/C][C]-0.017713[/C][C]-0.1461[/C][C]0.442152[/C][/ROW]
[ROW][C]42[/C][C]-0.003756[/C][C]-0.031[/C][C]0.487691[/C][/ROW]
[ROW][C]43[/C][C]-0.093454[/C][C]-0.7706[/C][C]0.221794[/C][/ROW]
[ROW][C]44[/C][C]0.054577[/C][C]0.4501[/C][C]0.327051[/C][/ROW]
[ROW][C]45[/C][C]-0.012213[/C][C]-0.1007[/C][C]0.460038[/C][/ROW]
[ROW][C]46[/C][C]0.058223[/C][C]0.4801[/C][C]0.316341[/C][/ROW]
[ROW][C]47[/C][C]-0.011294[/C][C]-0.0931[/C][C]0.463037[/C][/ROW]
[ROW][C]48[/C][C]0.01891[/C][C]0.1559[/C][C]0.438272[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32302&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32302&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.832636	6.8661	0
2	-0.441498	-3.6407	0.000263
3	-0.028546	-0.2354	0.407306
4	0.049762	0.4103	0.341421
5	0.08649	0.7132	0.239078
6	-0.075025	-0.6187	0.2691
7	0.073215	0.6037	0.274009
8	0.051805	0.4272	0.335293
9	0.218699	1.8034	0.037875
10	0.116869	0.9637	0.1693
11	0.244455	2.0158	0.023886
12	-0.073026	-0.6022	0.274526
13	-0.548816	-4.5257	1.2e-05
14	0.382904	3.1575	0.001187
15	0.047533	0.392	0.348154
16	-0.146223	-1.2058	0.116039
17	-0.153034	-1.262	0.105638
18	0.025722	0.2121	0.416327
19	0.018985	0.1566	0.43803
20	-0.005874	-0.0484	0.480754
21	0.055309	0.4561	0.324888
22	0.028591	0.2358	0.407162
23	-0.067632	-0.5577	0.289438
24	0.097464	0.8037	0.212184
25	-0.127693	-1.053	0.148037
26	-0.144518	-1.1917	0.118755
27	-0.074226	-0.6121	0.271261
28	0.099344	0.8192	0.207764
29	-0.012871	-0.1061	0.457892
30	0.011163	0.0921	0.463462
31	-0.047077	-0.3882	0.349537
32	-0.015409	-0.1271	0.449632
33	-0.011009	-0.0908	0.463967
34	-0.038832	-0.3202	0.374892
35	-0.072984	-0.6018	0.27464
36	-0.049952	-0.4119	0.34085
37	0.051422	0.424	0.336438
38	0.077	0.635	0.263794
39	-0.003103	-0.0256	0.489831
40	-0.090292	-0.7446	0.22955
41	-0.017713	-0.1461	0.442152
42	-0.003756	-0.031	0.487691
43	-0.093454	-0.7706	0.221794
44	0.054577	0.4501	0.327051
45	-0.012213	-0.1007	0.460038
46	0.058223	0.4801	0.316341
47	-0.011294	-0.0931	0.463037
48	0.01891	0.1559	0.438272

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code